Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51626.09 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48427.03 Kr¶

PnL: ---------------------------------------> -660.54 Kr¶

DD now: ---------------------------------> -0.613 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:26:26.231052'

Anic Portfolio¶

Today¶

Return: -0.525 %¶

This Week¶

Return: 8.624 %¶

Total¶

Return: 69.011 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.840000 767.600000 94.600000 14.060000 673.000000
Nordea Bank Abp 29 -0.380000 3521.760000 67.760000 1.960000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.280000 3417.600000 40.600000 1.200000 3377.000000
Swedbank A 3 1.980000 602.700000 38.700000 6.860000 564.000000
Resurs Holding 22 0.140000 609.840000 35.840000 6.240000 573.999998
AcadeMedia 12 -0.690000 590.400000 33.400000 6.000000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.310000 381.900000 26.900000 7.580000 355.000000
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -0.930000 573.720000 3.720000 0.650000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 0.080000 531.600000 -0.400000 -0.080000 532.000000
Corem Property Group B 59 -1.520000 572.600000 -4.400000 -0.760000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.730000 1633.200000 -20.800000 -1.260000 1653.999996
Essity B 2 -0.650000 546.400000 -27.600000 -4.810000 574.000000
CTEK 13 -1.720000 497.770000 -36.230000 -6.780000 533.999999
International Petroleum Corp. 5 -3.160000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -1.050000 1763.300000 -225.700000 -11.350000 1989.000002
Axfood 15 0.440000 4063.500000 -236.500000 -5.500000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48427.030000 -660.540000 -0.61275% 49087.564636

Updated:¶

'2023-01-31 15:26:39.399659'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶